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~language:"eng"
~person:"Fusari, Nicola"
~subject:"Aktienindex"
~subject:"United States"
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Aktienindex
United States
Index derivative
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Volatility
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Fusari, Nicola
Ivanov, Stoyu I.
9
McAleer, Michael
9
Ben-David, Itzhak
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Chang, Chia-Lin
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Moussawi, Rabih
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
2
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
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